Variance estimation for semiparametric regression models by local averaging

DOI10.1007/s11749-017-0553-3zbMath1404.62044OpenAlexW2754294452MaRDI QIDQ1616704

Jingxin Zhao, Heng Peng, Tao Huang

Publication date: 7 November 2018

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-017-0553-3

zbMATH Keywords

asymptotic normalitysemiparametric modelvariance estimationlocal averagingpartial consistency

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20)

Related Items

Fast inference for semi-varying coefficient models via local averaging, Testing symmetry of model errors for nonparametric regression models by using correlation coefficient¹, Measuring the symmetry of model errors for varying coefficient regression models based on correlation coefficient, Multiplicative distortion measurement errors linear models with general moment identifiability condition

Uses Software

• Excel

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